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Bridge over ocean
20 August 2018 Financial Analysts Journal Volume 74, Issue 4

Evaluating Spending Policies in a Low-Return Environment

  1. Peng Wang, CFA
  2. Laura Chapman
  3. Steven Peterson
  4. Jon Spinney, CFA

For an endowment seeking to minimize payout variability while preserving the long-run health of the institution, appropriate spending policy is a crucial choice. We study two competing methods for setting spending policy—the “moving-average” method and the “snake-in-the-tunnel” (SIT) approach. We show that the SIT approach may significantly decrease the possibility of spending reductions in the short run. Additionally, the SIT approach with 3%–7% bands allows for a smooth evolution of payouts over time, which enhances spending predictability while preserving the endowment’s real (inflation-adjusted) long-run purchasing power.

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